+138.2%
VSH vs SAN
+275.0%
-136.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.6% | +9.4% | +9.1% |
| 7D | +12.8% | +3.4% | +9.4% | +11.0% |
| 30D | -9.0% | -6.3% | -2.8% | -6.1% |
| 3M | -12.2% | -14.1% | +1.9% | -5.4% |
| 6M | -15.9% | +4.2% | -20.1% | -18.0% |
| YTD | +103.2% | +9.0% | +94.2% | +91.5% |
| 1Y | +108.4% | +18.8% | +89.7% | +88.0% |
| 3Y | +41.6% | +252.0% | -210.5% | -28.3% |
| 5Y | +54.6% | +299.5% | -244.9% | -30.5% |
| 10Y | +138.2% | +276.7% | -138.5% | +3.0% |
| All | +138.2% | +275.0% | -136.8% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling